Allianzim US EQ Buffer20 Dec Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.08% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5315 | 4.15 | |
| 0.2165 | 2.43 | |
| 0.5651 | 5.06 | |
| -4.3903 | -0.61 | |
| 14.9263 | 1.39 | |
| -24.2252 | -2.85 | |
| 18.7670 | 1.93 | |
| -8.0201 | -0.71 | |
| 26.7751 | 2.77 | |
| -53.1977 | -6.10 | |
| 43.0778 | 4.49 | |
| -17.2933 | -1.04 |
Estimation Period:
Dec 1, 2022 to Feb 6, 2026
Dec 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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